SPX dealer positioning, the week of October 11, 2021

Oct 11 to Oct 15 · 0 of 5 days traded · each session free to replay

← the week of Oct 4 the week of Oct 18 →the calendar for this week every session

Day	Open	Close	Change	Range	Close to close	Flip at the close	Gamma at the close
Monday Oct 11	no session
Tuesday Oct 12	no session
Wednesday Oct 13	no session
Thursday Oct 14	no session
Friday Oct 15	no session

No finished session in this week yet.

Events this week

Oct 12 10:00 JOLTS job openings
Openings: actual 10.87M / prior 10.98M
Oct 12 13:00 10-year note auction, $38B (reopening)
Oct 13 07:00 JPM earnings
Oct 13 08:30 CPI · high impact
CPI y/y: actual 5.4% / prior 5.2%; Core CPI m/m: actual 0.3% / prior 0.1%
Oct 13 09:30 VIX settlement
Oct 13 13:00 30-year bond auction, $24B (reopening)
Oct 13 14:00 FOMC minutes
Oct 14 07:00 UNH earnings
Oct 14 08:30 PPI
PPI m/m: actual 0.5% / prior 0.9%
Oct 15 08:30 Retail sales
Retail sales m/m: actual 0.7% / prior 0.6%

Prices are SPX at the minute. Change is close minus open; close to close is against the previous finished session. The zero-gamma flip is the terminal's measured flip at the close, and "crossed" counts the minutes the tape changed sides of it. Gamma at the close is where the close sat against that flip. Events are the market calendar's high and medium impact rows; the line under an in-session event is what the book did in the fifteen minutes after it, from the day's own payload. Nothing here is a forecast; see the Terms.